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a.What is the yield to maturity on Bond C?

b. If the yield curve were flat at 5 percent effective annual yield, what should the price of Bond A equal?(Note:given all of the data above, it may not be flat.)

c. If in one year (i.e., at t = 1), the yield curve is flat at 6% (i.e., the yield to maturity on zero-coupon bonds of all maturities is 6%), what will be the holding period yield for Bond B if you bought Bond B at t = 0?

Consider the following data on various bonds trading at t = 0. Price at t=0 Time ot Maturity (per $1000 face value) A 7% 4 times a year $1000 8 years ? B 12% once a year $1000 2 years 1100 C 0 2 times a year $1000 5 years 700 The prices are all ex-coupon. That is, they are the price you would pay immediately after the coupon has been paid. Thus, when you pay that price, you will receive the next coupon one period later. Bond Coupon Rate Payment Frequency Face Value a. What is the yield to maturity on Bond C? b. If the yield curve were flat at 5 percent effective annual yield, what should the price of Bond A equal? (Note: given all of the data above, it may not be flat.) c. If in one year (i.e., at t = 1), the yield curve is flat at 6% (i.e., the yield to maturity on zerocoupon bonds of all maturities is 6%), what will be the holding period yield for Bond B if you bought Bond B at t = 0